Soc. Generale Call 136 MRVL 21.02.../  DE000SJ7TV78  /

Frankfurt Zert./SG
1/24/2025  9:50:35 PM Chg.-0.070 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.220EUR -24.14% 0.210
Bid Size: 10,000
0.220
Ask Size: 10,000
Marvell Technology I... 136.00 USD 2/21/2025 Call
 

Master data

WKN: SJ7TV7
Issuer: Société Générale
Currency: EUR
Underlying: Marvell Technology Inc
Type: Warrant
Option type: Call
Strike price: 136.00 USD
Maturity: 2/21/2025
Issue date: 12/27/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.72
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.53
Parity: -1.14
Time value: 0.22
Break-even: 131.79
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 3.37
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.26
Theta: -0.09
Omega: 13.90
Rho: 0.02
 

Quote data

Open: 0.270
High: 0.310
Low: 0.220
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month     -
3 Months     -
YTD  
+15.79%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.390 0.220
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): 1/20/2025 0.390
Low (YTD): 1/15/2025 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -